The present invention relates to methods of producing an exchange coupling film having an antiferromagnetic layer and a ferromagnetic layer, wherein the direction of magnetization of the ferromagnetic layer is fixed by an exchange coupling magnetic field produced at the interface between the antiferromagnetic layer and the ferromagnetic layer. More particularly, the present invention relates to methods of producing an exchange coupling film that provides a large ratio of resistance variation, to methods of producing a magnetoresistive sensor (spin-valve-type thin-film device, AMR device), and to methods of producing a thin-film magnetic head using the magnetoresistive sensor.